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Lévy processes in finance: a remedy to the non-stationarity of continuous martingales

✍ Scribed by Boris Leblanc; Marc Yor

Publisher: Springer-Verlag
Year: 1998
Tongue: English
Weight: 122 KB
Volume: 2
Category: Article
ISSN: 0949-2984
DOI: 10.1007/s007800050047

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